scientific article; zbMATH DE number 5056247

zbMATH Open1096.62057MaRDI QIDQ5488710FDOQ5488710

Authors: Roman Werner Lutz, Peter Bühlmann 

Publication date: 22 September 2006

Title of this publication is not available (Why is that?)

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zbMATH Keywords

boostinghigh-multivariate high-dimensional linear regressionvector AR time series

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12)

Cited In (16)

• Greedy algorithms for prediction
• Input selection and shrinkage in multiresponse linear regression
• Functional Additive Models on Manifolds of Planar Shapes and Forms
• Dimension reduction boosting
• Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients
• Boosting for high-dimensional linear models
• A sequential approach to feature selection in high-dimensional additive models
• Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models
• Boosting nonlinear additive autoregressive time series
• Boosting high dimensional predictive regressions with time varying parameters
• Sparse regression and support recovery with \(\mathbb{L}_2\)-boosting algorithms
• Boosting algorithms: with an application to bootstrapping multivariate time series
• Forecasting with many predictors: is boosting a viable alternative?
• Boosting algorithms: regularization, prediction and model fitting
• Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
• Support union recovery in high-dimensional multivariate regression

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